Dawix - maxing your character at the very beginning can make your opponents too difficult for the weapons and armor you can find at that stage of the game.

rant : Also, you must be confused with the last point of your post?!? All enemies level up as you level up, in just about any game made for < 3 year olds. This has been the case since Karateka. And long before... Hell, Pong's levels got harder and harder, otherwise you could just play forever! /rant

So, at the beginning of the game, go ahead and set yourself up with high attributes and skills, but leave your level and XP alone. If you are still level 1 but have 25 strength, your foes will fly or fall.